概率论

The study of noise sensitivity of Boolean functions was initiated in a seminal paper of Benjamini, Kalai and Schramm, published in 1999. While this study has revealed fascinating phenomena in the context of Bernoulli percolation, few…

We observe that the distribution of the eigenvalues of an $N$-by-$N$ GUE random matrix is log-concave on $\mathbb{R}^N$, and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to…

We study a generalization of conditional probability for arbitrary ordered vector spaces. A related problem is that of assigning a numerical value to one vector relative to another. We characterize the groups for which these generalized…

We establish a domination principle for positive operators, which provides an upper bound on the essential spectral radius and yields quasi-compactness criteria on weighted supremum spaces with Lyapunov type functions and local domination.…

Consider the triangle $T$ with vertices $(0,0)$, $(0,1)$, and $(1,0)$. The lower boundary of the convex hull of $(0,1)$, $(1,0)$, together with $n$ independent uniformly distributed random points in $T$, is called a random convex chain and…

This paper concerns the recurrence structure of the infinite server queue, as viewed through the prism of the maximum dater sequence, namely the time to drain the current work in the system as seen at arrival epochs. Despite the importance…

Building on a work by Alm, we consider a model of weighted self-avoiding walks on a lattice and develop a method for computing upper bounds on the corresponding weighted connective constant, which we implement in a publicly available…

In this article, we continue the investigations initiated by the first author in Balan (2015) related to the study of stochastic partial differential equations (SPDEs) with L\'evy colored noise on $\mathbb{R}_{+} \times \mathbb{R}^d$. This…

In this paper we investigate stability of travelling wave solutions to a class of reaction-diffusion equations perturbed by infinite-dimensional additive noise with H\"older continuous paths, covering in particular fractional Brownian…

In this paper, we analyze the mean field backward stochastic differential equations (MFBSDEs) with double mean reflections, whose generator and constraints both depend on the distribution of the solution. When the generator is Lipschitz…

We study a $d$-dimensional branching random walk (BRW) in an i.i.d. random environment on $\mathbb{Z}^d$ in discrete time. A Bernoulli trap field is attached to $\mathbb{Z}^d$, where each site, independently of the others, is a trap with a…

We study the preferential attachment model $G_n^h$. A graph $G_n^h$ is generated from a finite initial graph by adding new vertices one at a time. Each new vertex connects to $h\ge 1$ already existing vertices, and these are chosen with…

We consider two different versions of the double dimer model on a planar domain, where we either fold a single dimer cover on a symmetric domain onto itself across the line of symmetry, or we superimpose two independent dimer covers on two,…

This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…

We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to…

Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

In this article, we present several formulas that make it easier to compute the net single premiums when the mortality force over the fractional ages is assumed to be constant (C). More precisely, we compute the moments of the random…

In this paper, we provide the strong rate of convergence for the Euler--Maruyama scheme for multi-dimensional stochastic differential equations with uniformly locally (unbounded) H\"older continuous drift and multiplicative noise. Our…

This paper studies large deviation principles and weak convergence, both at the level of finite-dimensional distributions and in functional form, for a class of continuous, isotropic, centered Gaussian random fields defined on the unit…

Half-space models in the Kardar-Parisi-Zhang (KPZ) universality class exhibit rich boundary phenomena that alter the asymptotic behavior familiar from their full-space counterparts. A distinguishing feature of these systems is the presence…